Mathematics of Derivative Securities - Couverture rigide

 
9780521584241: Mathematics of Derivative Securities
Couverture rigide
ISBN 10 : 0521584248 ISBN 13 : 9780521584241
Editeur : Cambridge University Press, 1997

Synopsis

During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.

Revue de presse

' ... offers superb insight into many classical and less classical issues of modern quantitative finance.' Rudi Bogni, The Times Higher Education Supplement

'Merton, in his Foreword, characterizes the contents as 'representative of the high quality and mathematical sophistication of research in the field.' ... I have no reason to differ with this evaluation.' Peter Bloomfield, JASA

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1997
Langue
anglais
ISBN 10 
0521584248
ISBN 13 
9780521584241
Reliure
Relié
Nombre de pages
600
Éditeur
Dempster Michael A. H., Pliska Stanley R.
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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